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PredictiveRegression (version 0.1-4)

Prediction Intervals for Three Basic Statistical Models

Description

Three prediction algorithms described in the paper "On-line predictive linear regression" Annals of Statistics 37, 1566 - 1590 (2009)

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Install

install.packages('PredictiveRegression')

Monthly Downloads

5

Version

0.1-4

License

file LICENSE

Maintainer

Vladimir Vovk

Last Published

October 29th, 2012

Functions in PredictiveRegression (0.1-4)

iidpred

IID predictor
mvapred

MVA predictor
gausspred

Gauss predictor